Mindfulness/meditation seems to be valuable for a lot of people. I did meditation for a little while and the emphasis was always on focusing on your breath going in and out - letting go of attachment to whatever thoughts go through your head. It's not to stop thinking (and definitely definitely not to control thinking) but to see each thought in a disinterested fashion - as if your on the banks of a river and watching the water go by. Basically, you are allowing negative thoughts and narratives of yourself go through your head without judging them or assuming that they are true. One of the ways that was suggested is to label thoughts that go by in your head, regardless of emotional charge - i.e. "Thought . . Thought" etc. it's kind of a way to see all thoughts - negative or positive - as the same - and to get really Buddhist about it - all an illusion. If you're interested in meditation there are often free meditation (Buddhist mainly I would imagine) groups around that provide instruction. A lot of people say they like meditating in groups, which was helpful for me starting out.
One thing I remember about mindfulness is the fact that it can be practiced most anywhere, often in an activity that one enjoys where one can figuratively lose oneself - exercise, cooking or whatever. It's sort of a way of focusing purely on the moment, letting all negative thoughts dissipate.
This all said, I had a horrible time with meditation. It sent me into dissociative euphorias which isn't good for people with mixed states. I'm fairly certain that meditation of different sorts contributed to periods of suicidal planning. So basically - my experience was not good but it has been better with others.